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Showing 1 to 3 of 3 for “"Encompassing test"”.
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Futures-Based Forecasts of U.S. Crop Prices
… squared errors, the modified Diebold-Mariano test, and the encompassing test. The results show that both the difference model and the regime model render better performance than the benchmark in most cases, but without a significant difference between each other. Based on these findings, the …
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Test Fairness in a Large-Scale High-Stakes Language Test
Inquiry into fairness of a test has been recognized as an important research activity to direct efforts to reduce bias and discrimination against certain groups of test takers, create equal opportunities for test takers to demonstrate their knowledge and skills, and promote social justice. Given …
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Asymmetric Loss Functions and Combination of Forecasts with Applications in Equity Premium Prediction
… and principal components. The MSFE ratio and the encompassing test are employed. Furthermore, the economic evaluation of combination of forecasts and the presented linex regression approaches are achieved based on the performance fee. The experimental findings demonstrate that the linex regression …